+203.9%
CAT vs RRX
+4.1%
+199.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +5.6% | +4.3% | +1.3% | +3.6% |
| 30D | -2.3% | -8.0% | +5.7% | +1.2% |
| 3M | -10.0% | -22.0% | +12.0% | -0.5% |
| 6M | +21.2% | -11.9% | +33.1% | +26.8% |
| YTD | +44.4% | +17.1% | +27.3% | +34.2% |
| 1Y | +96.3% | +14.9% | +81.4% | +83.0% |
| 3Y | +203.9% | +6.9% | +197.0% | +208.7% |
| All | +203.9% | +4.1% | +199.8% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling